The Hyde Park Barracks are in Knightsbridge in central London, on the southern edge of Hyde Park. They were often known as Knightsbridge Barracks and this name is still sometimes used informally. The barracks are 3⁄4 mile (1.2 km) from Buckingham Palace, enabling the officers and soldiers of the Household Cavalry to be available to respond speedily to any emergency at the Palace, practice drills at Horse Guards Parade or beyond and conduct other more ceremonial duties.

Knightsbridge is a residential and retail district in central London, south of Hyde Park. It is identified in the London Plan as one of two international retail centres in London, alongside the West End. Knightsbridge is also the name of the roadway which runs near the south side of Hyde Park from Hyde Park Corner.